Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.57 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47956.88 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46561.93 Kr¶

PnL: ---------------------------------------> -326.64 Kr¶

DD now: ---------------------------------> -1.384 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 10:55:54.512448'

Anic Portfolio¶

Today¶

Return: 0.092 %¶

This Week¶

Return: 0.092 %¶

Total¶

Return: 56.998 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.810000 3234.400000 263.400000 8.870000 2971.000006
HEBA B 70 3.180000 2842.000000 206.000000 7.810000 2636.000010
Corem Property Group B 59 2.310000 627.760000 50.760000 8.800000 576.999999
Boozt 12 1.070000 1704.000000 50.000000 3.020000 1653.999996
AcadeMedia 12 1.940000 604.800000 47.800000 8.580000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.710000 390.900000 35.900000 10.110000 355.000000
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
OEM International B 7 2.310000 558.600000 30.600000 5.800000 527.999997
Resurs Holding 22 0.330000 603.020000 29.020000 5.060000 573.999998
SAAB B 8 -1.070000 3403.200000 26.200000 0.780000 3377.000000
HMS Networks 2 1.640000 696.000000 23.000000 3.420000 673.000000
Intrum 4 2.280000 548.200000 21.200000 4.020000 527.000000
Coor Service Management Hold. 8 2.910000 550.800000 18.800000 3.530000 532.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
CTEK 13 2.750000 544.570000 10.570000 1.980000 533.999999
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Swedbank A 3 -0.240000 565.950000 1.950000 0.350000 564.000000
Securitas B 6 1.300000 571.320000 1.320000 0.230000 570.000000
Samhällsbyggnadsbo. i Norden D 12 2.490000 246.960000 0.960000 0.390000 246.000000
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Essity B 2 -0.900000 572.200000 -1.800000 -0.310000 574.000000
Fastighetsbolag. Emilshus Pref 21 -1.300000 559.650000 -2.350000 -0.420000 562.000005
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Nordea Bank Abp 29 0.050000 3450.420000 -3.580000 -0.100000 3453.999992
Essity A 4 -0.520000 1144.000000 -5.000000 -0.440000 1149.000000
Sampo Oyj SDB 7 0.000000 3843.000000 -7.000000 -0.180000 3850.000000
FM Mattsson Mora Group B 50 -2.520000 2900.000000 -27.000000 -0.920000 2927.000000
International Petroleum Corp. 5 2.920000 564.000000 -30.570000 -5.140000 594.565215
Vivesto 1368 -2.060000 545.010000 -67.990000 -11.090000 612.999432
Axfood 13 0.070000 3663.400000 -92.600000 -2.470000 3756.000001
OX2 18 0.990000 1463.400000 -200.600000 -12.060000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46561.930000 -326.640000 -1.38394% 46888.564618

Updated:¶

'2023-01-23 10:56:06.949180'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶